+181.7%
HOOD vs GTLB
-50.8%
+232.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.1% |
| 7D | +7.7% | -6.6% | +14.3% | +10.4% |
| 30D | +22.0% | +13.7% | +8.2% | +15.7% |
| 3M | +37.6% | +52.9% | -15.3% | +15.8% |
| 6M | +45.3% | +88.5% | -43.2% | +11.5% |
| YTD | +1.9% | +23.4% | -21.5% | -9.0% |
| 1Y | -2.7% | -3.8% | +1.1% | -5.9% |
| 3Y | +973.4% | -11.5% | +984.9% | +920.5% |
| All | +181.7% | -50.8% | +232.5% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling